Teaching

Winter Term 2019/20

 

Methoden der empirischen Regionalforschung (Bachelor Course): For more information see German Website.


 

Spatial Econometrics

Lecturer: Prof. Dr. Annekatrin Niebuhr 

Time and Place:  Thursday 10:15 - 11:45, WSP1 - R.506.                       

This Lecture starts on october 24th 2019 and ends on january 30th 2020. 

 

PC Tutorial:  Every second week Tuesday 8:15 - 9:45 am, WSP7 - R.312 (PC-Labor)

Exercise instructor: Henning Meier  

Tutorials start from  October 29th.

 

Type of Course:  2 SWS lecture + 2 SWS PC Tutorial, graded exam, 4 ECTS-Credits (Degree-specific examination regulations (FPO) of 2007) / 5 ECTS-Credits (FPO 2014).

 

Exam: 1st examination period: tba.

2nd examination period: tba.

 

Outline:

  1. Introduction and spatial  econometrics software
  2. Spatial effects
  3. Spatial weights
  4. Spatial statistics
  5. Spatial regression models
  6. Spatial panel data models
  7. Spatial interaction models
  8. Multilevel models
  9. Application I: Growth and Convergence
  10. Application II: Trade
  11. Application III: Multilevel Analysis

 

Assignment: Spatial econometrics is a Master`s degree course and can be used for the following MA degree modules:

 

Degree-specific examination regulations of 2007 (FPO 2007):

  • Economics-M (ECTS-Credits: 4): Optional Section in Economics or Minor Subject Empirical Economics
  • QE-M (ECTS-Credits: 4): Optional Section in Economics or Specialization Courses in Quantitative Methods or Minor Subject Empirical Economics
  • QF-M (ECTS-Credits: 4): Minor Subject Economics or Minor Subject Empirical Economics
  • BWL-M (ECTS-Credits: 4): Wahlpflichtfach Volkswirtschaftslehre or Wahlpflichtfach Econometrics & Statistics

 

Degree-specific examination regulations of 2014 (FPO 2014): 

  • Economics-M (ECTS-Credits: 5): Minor Subject Empirical Economics or Optional Section in Economics (Quantitative Replacement)
  • Environmental and Resource Economics-M (ECTS-Credits: 5): Optional Section in Economics (Quantitative Replacement)
  • QE-M (ECTS-Credits: 5): Optional Section in Statistics and Econometrics or Minor Subject Empirical Economics
  • QF-M (ECTS-Credits: 5): Minor Subject Empirical Economics
  • BWL-M (ECTS-Credits: 5): Ergänzungsbereich

 

Literature:

  • L. Anselin: Spatial econometrics: methods and models, 1988 Dordrecht [u.a.], Kluwer.

 

  • L. Anselin, J. Le Gallo, J. Hubert: Spatial panel econometrics, in: L. Mátyás (Ed.), The econometrics of panel data, 2008 Berlin, Springer, pp. 625-660.

 

  • J. P. Elhorst: Specification and estimation of spatial panel data models, International Regional Science Review, Vol. 26 (2003), pp. 244-268.

 

  • H. Goldstein: Multilevel statistical models, 2003 New York, Oxford University Press.

 

  • M. Kapoor, H.H. Kelejian, I.R. Prucha: Panel data models with spatially correlated error components, Journal of Econometrics, Vol. 140 (2007), pp. 97–130.

 

  • U. Kohler, F. Kreuter: Data Analysis Using Stata, 2012, Stata Press.

 

  • J. P. LeSage, R. K. Pace: Introduction to spatial econometrics, 2009 Boca Raton, Fla. [u.a.], CRC Press.